fixedvsfloatingswap.hpp File Reference

Fixed-rate vs floating-rate swap. More...

#include <ql/instruments/swap.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
#include <ql/optional.hpp>

Go to the source code of this file.

Classes
class	FixedVsFloatingSwap
	Fixed vs floating swap. More...
class	FixedVsFloatingSwap::arguments
	Arguments for simple swap calculation More...
class	FixedVsFloatingSwap::results
	Results from simple swap calculation More...
class	FixedVsFloatingSwap::engine

Namespaces
namespace	QuantLib

Detailed Description

Fixed-rate vs floating-rate swap.

Definition in file fixedvsfloatingswap.hpp.